Streaming (MQTT)¶
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Real-time market data over MQTT. Subscribe/unsubscribe are HTTP calls that register the session; pushes arrive over MQTT. At most 5 concurrent connections per App Key.
Subscribe¶
POST /market-data/streaming/subscribe
Subscribes to real-time market data streaming.
| SDK | stream.Subscribe |
| Reference | subscribe.md |
| Note | HTTP; registers the MQTT session. |
Request body
| Field | Type | Required | Description |
|---|---|---|---|
session_id |
string | yes | The session_id used to create the connection, and the connection must be successfully established. |
symbols |
array |
yes | List of security symbols, supports JSON array format, multiple symbols separated by commas; maximum 100 symbols per query. |
category |
string | yes | Security type, enum, refer to: Category — one of: US_STOCK, US_ETF, HK_STOCK, CN_STOCK |
sub_types |
array |
yes | Subscription data type(s), multiple types separated by commas ",", enum, refer to: SubType, e.g.: ["SNAPSHOT"] |
grab |
string | yes | Whether to grab snapshot data, true/false |
depth |
string | LV2 subscription depth, default 10 levels, US stocks max 50 levels. | |
overnight_required |
boolean | Whether to include overnight session, true/false. For US stock subscriptions, includes overnight session, only effective for US stocks, default is not included. |
Errors — 401 unauthorized, 417 business error, 500 server error. See Errors.
Unsubscribe¶
POST /market-data/streaming/unsubscribe
Unsubscribes from real-time market data streaming.
| SDK | stream.Unsubscribe |
| Reference | unsubscribe.md |
| Note | HTTP; UnsubscribeAll clears everything. |
Request body
| Field | Type | Required | Description |
|---|---|---|---|
session_id |
string | The session_id used to create the connection, and the connection must be successfully established. | |
symbols |
array |
yes | List of security symbols, supports JSON array format, multiple symbols separated by commas; maximum 100 symbols per query. |
category |
string | yes | Security type, enum, refer to: Category — one of: US_STOCK, US_ETF, HK_STOCK, CN_STOCK |
sub_types |
array |
yes | Subscription data type(s), multiple types separated by commas ",", enum, refer to: SubType, e.g.: ["SNAPSHOT"] |
unsubscribe_all |
boolean | Whether to unsubscribe all, true/false. When set to true, all subscriptions will be cancelled. |
Errors — 401 unauthorized, 417 business error, 500 server error. See Errors.